Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims

Cheng, DY; Yang, Y; Wang, XZ

Yang, Y (corresponding author), Nanjing Audit Univ, Dept Stat, Nanjing 211815, Peoples R China.

JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, 2020; 37 (3): 657

Abstract

This paper considers a bidimensional continuous-time renewal risk model, in which the two components of each pair of claim sizes are linked via the st......

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